Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1SZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259984
Bloomberg
SAW1SZGV INDEX
Last Value
291.48
-0.03 (-0.01%)
As of CET
Week to Week Change
0.84%
52 Week Change
17.77%
Year to Date Change
0.84%
Daily Low
291.48
Daily High
291.48
52 Week Low
243.38 — 17 Jan 2024
52 Week High
306.35 — 6 Dec 2024
Top 10 Components
| GARTNER 'A' | US |
| CLOUDFLARE A | US |
| TEXAS PACIFIC LAND CORP | US |
| Ansys Inc. | US |
| GODADDY CL.A | US |
| BROADRIDGE FINL.SLTN. | US |
| SMURFIT WESTROCK | US |
| FIRST CITIZENS BANSHARES A | US |
| BROWN & BROWN | US |
| TYLER TECHNOLOGIES | US |
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Low
High
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